exe file with Java

Do you know how can I create an exe ( or .bat)file from my java code?
I'm trying to do this but I can't. I want this exe file to run in windows.

thanks,
heather

Do you refer to make a jar executable?
check this site
it's make it step by step
Make a JAR executable - Real's Java How-to

Do you know JSmooth ?
it lets you create Windows executable files from standard Java JAR files.